+411.8%
NVDX vs TMF
-20.0%
+431.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.0% | -3.9% | -7.1% | -11.0% |
| 7D | -34.6% | -1.1% | -33.5% | -34.6% |
| 30D | -47.9% | +11.8% | -59.7% | -47.8% |
| 3M | -44.4% | -4.0% | -40.4% | -44.3% |
| 6M | -47.3% | -16.5% | -30.8% | -47.4% |
| YTD | -36.9% | -19.9% | -17.0% | -37.1% |
| 1Y | -46.8% | -25.6% | -21.3% | -47.3% |
| 3Y | +295.2% | -29.9% | +325.1% | +228.4% |
| All | +411.8% | -20.0% | +431.8% | +286.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TMF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling